Duplicate stitch -- sew over each knitting stitch with a large, blunt darning needle & a contrasting color of yarn.
Tutorials with lots of photos:
http://bellaknitting.typepad.com/bella_knitting/2007/08/duplicate-stitc.html
http://www.purlbee.com/duplicate-stitch
http://www.knitty.com/ISSUEspring06/FEATspr06FK.html
Videos:
http://www.youtube.com/watch?v=H5XdlkU9KV8
http://www.knittinghelp.com/videos/knitting-tips
http://vickidesigns.homestead.com/Intarsia.html (the link for the duplicate stitch video is at the bottom right of the page)
Or use the same tools (yarn & needle) to embroider on top of the knitting.
Tutorials:
http://community.livejournal.com/weasleysweaters/104527.html
http://www.knitsimplemag.com/node/65
Video:
http://www.youtube.com/watch?v=1MZrvZBtM9c
Instead of yarn, you can use embroidery floss:
http://pimpstitch.typepad.com/blog/2008/09/tutorial-monday-embroidery-on-knitting.html